3,221 research outputs found
Optimal linear combination of poisson variables for multivariate statistical process control
In this paper we analyze the monitoring of p Poisson quality characteristics simultaneously, developing a new multivariate control chart based on the linear combination of the Poisson variables, the LCP control chart. The optimization of the coefficients of this linear combination (and control limit) for minimizing the out-of-control ARL is constrained by the desired in-control ARL. In order to facilitate the use of this new control chart the optimization is carried out employing user-friendly Windows© software, which also makes a comparison of performance between this chart and other schemes based on monitoring a set of Poisson variables; namely a control chart on the sum of the variables (MP chart), a control chart on their maximum (MX chart) and an optimized set of univariate Poisson charts (Multiple scheme). The LCP control chart shows very good performance. First, the desired in-control ARL (ARL0) is perfectly matched because the linear combination of Poisson variables is not constrained to integer values, which is an advantage over the rest of charts, which cannot in general match the required ARL0 value. Second, in the vast majority of cases this scheme signals process shifts faster than the rest of the charts.This work has been supported by the Ministry of Education and Science of Spain, research project number DPI2009-09925, the CNPq (the Brazilian Council for Scientific and Technological Development), project numbers 302326/2008-1 and 473706/2010-5, and SENESCYT-Ecuador (National Secretary of Higher Education, Science, Technology and Innovation of Equator). The authors are grateful to the referees for their comments, which led to significant improvement of the paper.Kahn Epprecht, E.; Aparisi García, FJ.; García Bustos, SL. (2013). Optimal linear combination of poisson variables for multivariate statistical process control. Computers and Operations Research. 40(12):3021-3032. https://doi.org/10.1016/j.cor.2013.07.007S30213032401
Economic Design of X-bar Control Chart Using Gravitational Search Algorithm
Control chart is a major and one of most widely used statistical process control (SPC) tools. It is used to statistically monitor the process through sampling inspection. Control chart tells us when to allow the process to continue or avoid unnecessary adjustments with machine and when to take the corrective action. On to same problem either on the material side or from the operator side it is quite possible that either targeted value X-bar has changed or process dispersion has changed. These changes must be reflected on the control chart so that the corrective action can be taken. The use of control chart requires selection of three parameters namely sample size n, sampling interval h, and width of control limits k for the chart. Duncan developed a loss cost function for X-bar control chart with single assignable cause. The function has to be optimized using metaheuristic optimization technique. In the present project, the economic design of the X-bar control chart using Gravitational Search Algorithm (GSA) has been developed MATLAB software to determine the three parameters i.e. n , h and k such that the expected total cost per hour is minimized. The results obtained are found to be better than that reported in literature
Economic Design of X-bar Control Chart Using Gravitational Search Algorithm
Control chart is a major and one of most widely used statistical process control (SPC) tools. It is used to statistically monitor the process through sampling inspection. Control chart tells us when to allow the process to continue or avoid unnecessary adjustments with machine and when to take the corrective action. On to same problem either on the material side or from the operator side it is quite possible that either targeted value X-bar has changed or process dispersion has changed. These changes must be reflected on the control chart so that the corrective action can be taken. The use of control chart requires selection of three parameters namely sample size n, sampling interval h, and width of control limits k for the chart. Duncan developed a loss cost function for X-bar control chart with single assignable cause. The function has to be optimized using metaheuristic optimization technique. In the present project, the economic design of the X-bar control chart using Gravitational Search Algorithm (GSA) has been developed MATLAB software to determine the three parameters i.e. n , h and k such that the expected total cost per hour is minimized. The results obtained are found to be better than that reported in literature
A Quality Systems Economic-Risk Design Theoretical Framework
Quality systems, including control charts theory and sampling plans, have become essential tools to develop business processes. Since 1928, research has been conducted in developing the economic-risk designs for specific types of control charts or sampling plans. However, there has been no theoretical or applied research attempts to combine these related theories into a synthesized theoretical framework of quality systems economic-risk design. This research proposes to develop a theoretical framework of quality systems economic-risk design from qualitative research synthesis of the economic-risk design of sampling plan models and control charts models. This theoretical framework will be useful in guiding future research into economic risk quality systems design theory and application
Markovchart: an R package for cost-optimal patient monitoring and treatment using control charts
Control charts originate from industrial statistics, but are constantly seeing new areas of application, for example in health care (Thor et al. in BMJ Qual Saf 16(5):387-399, 2007. https://doi.org/10.1136/qshc.2006.022194; Suman and Prajapati in Int J Metrol Qual Eng, 2018. https://doi.org/10.1051/ijmqe/2018003). This paper is about the Markovchart package, an R implementation of generalised Markov chain-based control charts with health care applications in mind and with a focus on cost-effectiveness. The methods are based on Zempleni et al. (Appl Stoch Model Bus Ind 20(3):185-200, 2004. https://doi.org/10.1002/asmb.521), Dobi and Zempleni (Qual Reliab Eng Int 35(5):1379-1395, 2019a. https://doi.org/10.1002/qre.2518, Ann Univ Sci Budapestinensis Rolando Eotvos Nomin Sect Comput 49:129-146, 2019b). The implemented ideas in the package were motivated by problems encountered by health care professionals and biostatisticians when assessing the effects and costs of different monitoring schemes and therapeutic regimens. However, the implemented generalisations may be useful in other (e.g., engineering) applications too, as they mainly revolve around the loosening of assumptions seen in traditional control chart theory. The Markovchart package is able to model processes with random shift sizes (i.e., the degradation of the patient's health), random repair (i.e., treatment) and random time between samplings (i.e., visits) aswell. The article highlights the flexibility of the methods through the modelling of different disease progression and treatment scenarios and also through an application on real-world data of diabetic patients
Control Multivariante Estadístico de Variables Discretas tipo Poisson
En algunos casos, cuando el número de defectos de un proceso de producción tiene que ser controlada, la distribución de Poisson se emplea para modelar la frecuencia de estos defectos y para desarrollar un gráfico de control. En este trabajo se analiza el control de características de calidad p> 1 de Poisson . Cuando este control se necesita, hay dos enfoques principales: 1 - Un gráfico para cada variable de Poisson, el esquema múltiple.. 2 -. Sólo una gráfico para todas las variables, el sistema multivariable. En este trabajo se desarrolla un nuevo gráfico de control multivariable basado en la combinación lineal de las variables de Poisson, donde esta combinación lineal es optimizada con el fin de mantener un ARL bajo control deseado y de minimizar el ARL fuera de control. Esta optimización se lleva a cabo utilizando un software bajo Windows ©, que también hace una comparación de rendimiento entre este gráfico y otros sistemas para monitorear una serie de variables Poisson. En los otros sistemas se incluye la suma de las variables (gráfico MP) y un conjunto optimizado de gráficos univariados Poisson (esquema múltiple).García Bustos, SL. (2014). Control Multivariante Estadístico de Variables Discretas tipo Poisson [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/40592TESI
Modelo de apoio à decisão para a manutenção condicionada de equipamentos produtivos
Doctoral Thesis for PhD degree in Industrial and Systems EngineeringIntroduction: This thesis describes a methodology to combine Bayesian control chart
and CBM (Condition-Based Maintenance) for developing a new integrated model. In
maintenance management, it is a challenging task for decision-maker to conduct an
appropriate and accurate decision. Proper and well-performed CBM models are
beneficial for maintenance decision making. The integration of Bayesian control chart
and CBM is considered as an intelligent model and a suitable strategy for forecasting
items failures as well as allow providing an effectiveness maintenance cost. CBM
models provides lower inventory costs for spare parts, reduces unplanned outage, and
minimize the risk of catastrophic failure, avoiding high penalties associated with losses
of production or delays, increasing availability. However, CBM models need new
aspects and the integration of new type of information in maintenance modeling that can
improve the results. Objective: The thesis aims to develop a new methodology based on
Bayesian control chart for predicting failures of item incorporating simultaneously two
types of data: key quality control measurement and equipment condition parameters. In
other words, the project research questions are directed to give the lower maintenance
costs for real process control. Method: The mathematical approach carried out in this
study for developing an optimal Condition Based Maintenance policy included the
Weibull analysis for verifying the Markov property, Delay time concept used for
deterioration modeling and PSO and Monte Carlo simulation. These models are used for
finding the upper control limit and the interval monitoring that minimizes the
(maintenance) cost function. Result: The main contribution of this thesis is that the
proposed model performs better than previous models in which the hypothesis of using
simultaneously data about condition equipment parameters and quality control
measurements improve the effectiveness of integrated model Bayesian control chart for
Condition Based Maintenance.Introdução: Esta tese descreve uma metodologia para combinar Bayesian control chart
e CBM (Condition- Based Maintenance) para desenvolver um novo modelo integrado.
Na gestão da manutenção, é importante que o decisor possa tomar decisões apropriadas
e corretas. Modelos CBM bem concebidos serão muito benéficos nas tomadas de
decisão sobre manutenção. A integração dos gráficos de controlo Bayesian e CBM é
considerada um modelo inteligente e uma estratégica adequada para prever as falhas de
componentes bem como produzir um controlo de custos de manutenção. Os modelos
CBM conseguem definir custos de inventário mais baixos para as partes de substituição,
reduzem interrupções não planeadas e minimizam o risco de falhas catastróficas,
evitando elevadas penalizações associadas a perdas de produção ou atrasos, aumentando
a disponibilidade. Contudo, os modelos CBM precisam de alterações e a integração de
novos tipos de informação na modelação de manutenção que permitam melhorar os
resultados.Objetivos: Esta tese pretende desenvolver uma nova metodologia baseada
Bayesian control chart para prever as falhas de partes, incorporando dois tipos de
dados: medições-chave de controlo de qualidade e parâmetros de condição do
equipamento. Por outras palavras, as questões de investigação são direcionadas para
diminuir custos de manutenção no processo de controlo.Métodos: Os modelos
matemáticos implementados neste estudo para desenvolver uma política ótima de CBM
incluíram a análise de Weibull para verificação da propriedade de Markov, conceito de
atraso de tempo para a modelação da deterioração, PSO e simulação de Monte Carlo.
Estes modelos são usados para encontrar o limite superior de controlo e o intervalo de
monotorização para minimizar a função de custos de manutenção.Resultados: A
principal contribuição desta tese é que o modelo proposto melhora os resultados dos
modelos anteriores, baseando-se na hipótese de que, usando simultaneamente dados dos
parâmetros dos equipamentos e medições de controlo de qualidade. Assim obtém-se
uma melhoria a eficácia do modelo integrado de Bayesian control chart para a
manutenção condicionada
Probability Theory in Geological Exploration
The purpose of this review is to summarize briefly certain applications of probability theory and statistics to geological exploration and inference, and in particular to problems of economic geology. The hope is that this summary will be of use in planning the IIASA conference on resource estimation scheduled for May, 1975, and will provide a reference within which to review certain contributions to that conference
Learning and Designing Stochastic Processes from Logical Constraints
Stochastic processes offer a flexible mathematical formalism to model and
reason about systems. Most analysis tools, however, start from the premises
that models are fully specified, so that any parameters controlling the
system's dynamics must be known exactly. As this is seldom the case, many
methods have been devised over the last decade to infer (learn) such parameters
from observations of the state of the system. In this paper, we depart from
this approach by assuming that our observations are {\it qualitative}
properties encoded as satisfaction of linear temporal logic formulae, as
opposed to quantitative observations of the state of the system. An important
feature of this approach is that it unifies naturally the system identification
and the system design problems, where the properties, instead of observations,
represent requirements to be satisfied. We develop a principled statistical
estimation procedure based on maximising the likelihood of the system's
parameters, using recent ideas from statistical machine learning. We
demonstrate the efficacy and broad applicability of our method on a range of
simple but non-trivial examples, including rumour spreading in social networks
and hybrid models of gene regulation
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